nautilus_indicators/python/volatility/
rvi.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use nautilus_model::data::{Bar, QuoteTick, TradeTick};
17use pyo3::prelude::*;
18
19use crate::{
20    average::MovingAverageType, indicator::Indicator, volatility::rvi::RelativeVolatilityIndex,
21};
22
23#[pymethods]
24impl RelativeVolatilityIndex {
25    #[new]
26    #[pyo3(signature = (period, scalar=None, ma_type=None))]
27    #[must_use]
28    pub fn py_new(period: usize, scalar: Option<f64>, ma_type: Option<MovingAverageType>) -> Self {
29        Self::new(period, scalar, ma_type)
30    }
31
32    fn __repr__(&self) -> String {
33        format!(
34            "RelativeVolatilityIndex({},{},{},{})",
35            self.period, self.ma_type, self.scalar, self.ma_type,
36        )
37    }
38
39    #[getter]
40    #[pyo3(name = "name")]
41    fn py_name(&self) -> String {
42        self.name()
43    }
44
45    #[getter]
46    #[pyo3(name = "period")]
47    const fn py_period(&self) -> usize {
48        self.period
49    }
50
51    #[getter]
52    #[pyo3(name = "scalar")]
53    const fn py_scalar(&self) -> f64 {
54        self.scalar
55    }
56
57    #[getter]
58    #[pyo3(name = "has_inputs")]
59    fn py_has_inputs(&self) -> bool {
60        self.has_inputs()
61    }
62
63    #[getter]
64    #[pyo3(name = "value")]
65    const fn py_value(&self) -> f64 {
66        self.value
67    }
68
69    #[getter]
70    #[pyo3(name = "initialized")]
71    const fn py_initialized(&self) -> bool {
72        self.initialized
73    }
74
75    #[pyo3(name = "update_raw")]
76    fn py_update_raw(&mut self, close: f64) {
77        self.update_raw(close);
78    }
79
80    #[pyo3(name = "handle_quote_tick")]
81    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
82        // Function body intentionally left blank.
83    }
84
85    #[pyo3(name = "handle_trade_tick")]
86    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
87        // Function body intentionally left blank.
88    }
89
90    #[pyo3(name = "handle_bar")]
91    fn py_handle_bar(&mut self, bar: &Bar) {
92        self.update_raw((&bar.close).into());
93    }
94
95    #[pyo3(name = "reset")]
96    fn py_reset(&mut self) {
97        self.reset();
98    }
99}
nautilus_indicators/python/volatility/rvi.rs

nautilus_indicators/python/volatility/
rvi.rs
